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A New Fractional-Order Grey Prediction Model without a Parameter Estimation Process
oleh: Yadong Wang, Chong Liu
| Format: | Article |
|---|---|
| Diterbitkan: | MDPI AG 2024-07-01 |
Deskripsi
The fractional-order grey prediction model is widely recognized for its performance in time series prediction tasks with small sample characteristics. However, its parameter-estimation method, namely the least squares method, limits the predictive performance of the model and requires time to address the ill-conditioning of the system. To address these issues, this paper proposes a novel parameter-acquisition method treating structural parameters as hyperparameters, obtained through the marine predators optimization algorithm. The experimental analysis on three datasets validate the effectiveness of the method proposed in this paper.